Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.259632 0.281388 0.304925 0.332422 0.363846 0.398860 0.441134
2025-12-14 0.228853 0.256455 0.287909 0.326823 0.374272 0.431062 0.505458
2025-12-21 0.206634 0.237133 0.273221 0.319825 0.379580 0.455357 0.561755
2025-12-28 0.195214 0.228739 0.269752 0.324826 0.398851 0.498157 0.647777
2026-01-04 0.187475 0.223727 0.269409 0.332972 0.422269 0.548781 0.753525
2026-01-11 0.176836 0.213925 0.261717 0.330055 0.429456 0.576654 0.829721
2026-01-18 0.170293 0.208792 0.259510 0.334061 0.446461 0.620915 0.941555
2026-01-25 0.159587 0.197339 0.247781 0.323261 0.439792 0.626496 0.986084
2026-02-01 0.149842 0.186592 0.236272 0.311733 0.430597 0.626330 1.019271
2026-02-08 0.143852 0.180624 0.231033 0.308986 0.434816 0.649190 1.102973
2026-02-15 0.141496 0.179509 0.232534 0.316424 0.456174 0.705207 1.272126
2026-02-22 0.137090 0.175242 0.229150 0.315900 0.463924 0.737098 1.396759
2026-03-01 0.132322 0.170345 0.224723 0.313649 0.468920 0.765465 1.525795
2026-03-08 0.127562 0.165233 0.219679 0.309999 0.470996 0.788285 1.649408
2026-03-15 0.122609 0.159621 0.213579 0.304154 0.468420 0.800928 1.749645
2026-03-22 0.120632 0.158281 0.213917 0.309060 0.486441 0.861495 2.026483
2026-03-29 0.119412 0.157988 0.215823 0.316734 0.510664 0.941416 2.422496
2026-04-05 0.115972 0.154195 0.211998 0.314080 0.513937 0.971762 2.654969
2026-04-12 0.114119 0.152730 0.211794 0.317818 0.530712 1.039845 3.104773
2026-04-19 0.109523 0.146890 0.204265 0.307806 0.517454 1.026111 3.161036
2026-04-26 0.105020 0.141066 0.196561 0.297097 0.501898 1.004068 3.166315
2026-05-03 0.102397 0.138073 0.193375 0.294543 0.503852 1.031282 3.461950
2026-05-10 0.101774 0.138159 0.195233 0.301459 0.527403 1.125900 4.273187